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Institute
Abstract
The emerging diffusive dynamics in many complex systems show a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent power-laws. A prominent example for a subdiffusive–diffusive crossover are viscoelastic systems such as lipid bilayer membranes, while superdiffusive–diffusive crossovers occur in systems of actively moving biological cells. We here consider the general dynamics of a stochastic particle driven by so-called tempered fractional Gaussian noise, that is noise with Gaussian amplitude and power-law correlations, which are cut off at some mesoscopic time scale. Concretely we consider such noise with built-in exponential or power-law tempering, driving an overdamped Langevin equation (fractional Brownian motion) and fractional Langevin equation motion. We derive explicit expressions for the mean squared displacement and correlation functions, including different shapes of the crossover behaviour depending on the concrete tempering, and discuss the physical meaning of the tempering. In the case of power-law tempering we also find a crossover behaviour from faster to slower superdiffusion and slower to faster subdiffusion. As a direct application of our model we demonstrate that the obtained dynamics quantitatively describes the subdiffusion–diffusion and subdiffusion–subdiffusion crossover in lipid bilayer systems. We also show that a model of tempered fractional Brownian motion recently proposed by Sabzikar and Meerschaert leads to physically very different behaviour with a seemingly paradoxical ballistic long time scaling.
We discuss generalized integro-differential diffusion equations whose integral kernels are not of a simple power law form, and thus these equations themselves do not belong to the family of fractional diffusion equations exhibiting a monoscaling behavior. They instead generate a broad class of anomalous nonscaling patterns, which correspond either to crossovers between different power laws, or to a non-power-law behavior as exemplified by the logarithmic growth of the width of the distribution. We consider normal and modified forms of these generalized diffusion equations and provide a brief discussion of three generic types of integral kernels for each form, namely, distributed order, truncated power law and truncated distributed order kernels. For each of the cases considered we prove the non-negativity of the solution of the corresponding generalized diffusion equation and calculate the mean squared displacement. (C) 2017 Elsevier Ltd. All rights reserved.
We consider anomalous stochastic processes based on the renewal continuous time random walk model with different forms for the probability density of waiting times between individual jumps. In the corresponding continuum limit we derive the generalized diffusion and Fokker-Planck-Smoluchowski equations with the corresponding memory kernels. We calculate the qth order moments in the unbiased and biased cases, and demonstrate that the generalized Einstein relation for the considered dynamics remains valid. The relaxation of modes in the case of an external harmonic potential and the convergence of the mean squared displacement to the thermal plateau are analyzed.
We obtain a generalized diffusion equation in modified or Riemann-Liouville form from continuous time random walk theory. The waiting time probability density function and mean squared displacement for different forms of the equation are explicitly calculated. We show examples of generalized diffusion equations in normal or Caputo form that encode the same probability distribution functions as those obtained from the generalized diffusion equation in modified form. The obtained equations are general and many known fractional diffusion equations are included as special cases.
We study Brownian motion in a confining potential under a constant-rate resetting to a reset position x(0). The relaxation of this system to the steady-state exhibits a dynamic phase transition, and is achieved in a light cone region which grows linearly with time. When an absorbing boundary is introduced, effecting a symmetry breaking of the system, we find that resetting aids the barrier escape only when the particle starts on the same side as the barrier with respect to the origin. We find that the optimal resetting rate exhibits a continuous phase transition with critical exponent of unity. Exact expressions are derived for the mean escape time, the second moment, and the coefficient of variation (CV).
We consider a generalized diffusion equation in two dimensions for modeling diffusion on a comb-like structures. We analyze the probability distribution functions and we derive the mean squared displacement in x and y directions. Different forms of the memory kernels (Dirac delta, power-law, and distributed order) are considered. It is shown that anomalous diffusion may occur along both x and y directions. Ultraslow diffusion and some more general diffusive processes are observed as well. We give the corresponding continuous time random walk model for the considered two dimensional diffusion-like equation on a comb, and we derive the probability distribution functions which subordinate the process governed by this equation to the Wiener process.
The field of movement ecology has seen a rapid increase in high-resolution data in recent years, leading to the development of numerous statistical and numerical methods to analyse relocation trajectories. Data are often collected at the level of the individual and for long periods that may encompass a range of behaviours.
Here, we use the power spectral density (PSD) to characterise the random movement patterns of a black-winged kite (Elanus caeruleus) and a white stork (Ciconia ciconia). The tracks are first segmented and clustered into different behaviours (movement modes), and for each mode we measure the PSD and the ageing properties of the process.
For the foraging kite we find 1/f noise, previously reported in ecological systems mainly in the context of population dynamics, but not for movement data. We further suggest plausible models for each of the behavioural modes by comparing both the measured PSD exponents and the distribution of the single-trajectory PSD to known theoretical results and simulations.
We examine by extensive computer simulations the self-diffusion of anisotropic star-like particles in crowded two-dimensional solutions. We investigate the implications of the area coverage fraction phi of the crowders and the crowder-crowder adhesion properties on the regime of transient anomalous diffusion. We systematically compute the mean squared displacement (MSD) of the particles, their time averaged MSD, and the effective diffusion coefficient. The diffusion is ergodic in the limit of long traces, such that the mean time averaged MSD converges towards the ensemble averaged MSD, and features a small residual amplitude spread of the time averaged MSD from individual trajectories. At intermediate time scales, we quantify the anomalous diffusion in the system. Also, we show that the translational-but not rotational-diffusivity of the particles Dis a nonmonotonic function of the attraction strength between them. Both diffusion coefficients decrease as the power law D(phi) similar to (1 - phi/phi*)(2 ... 2.4) with the area fraction phi occupied by the crowders and the critical value phi*. Our results might be applicable to rationalising the experimental observations of non-Brownian diffusion for a number of standard macromolecular crowders used in vitro to mimic the cytoplasmic conditions of living cells.
We explore the role of non-ergodicity in the relationship between income inequality, the extent of concentration in the income distribution, and income mobility, the feasibility of an individual to change their position in the income rankings. For this purpose, we use the properties of an established model for income growth that includes 'resetting' as a stabilizing force to ensure stationary dynamics. We find that the dynamics of inequality is regime-dependent: it may range from a strictly non-ergodic state where this phenomenon has an increasing trend, up to a stable regime where inequality is steady and the system efficiently mimics ergodicity. Mobility measures, conversely, are always stable over time, but suggest that economies become less mobile in non-ergodic regimes. By fitting the model to empirical data for the income share of the top earners in the USA, we provide evidence that the income dynamics in this country is consistently in a regime in which non-ergodicity characterizes inequality and immobility. Our results can serve as a simple rationale for the observed real-world income dynamics and as such aid in addressing non-ergodicity in various empirical settings across the globe.This article is part of the theme issue 'Kinetic exchange models of societies and economies'.
We perform numerical studies of a thermally driven, overdamped particle in a random quenched force field, known as the Sinai model. We compare the unbounded motion on an infinite 1-dimensional domain to the motion in bounded domains with reflecting boundaries and show that the unbounded motion is at every time close to the equilibrium state of a finite system of growing size. This is due to time scale separation: inside wells of the random potential, there is relatively fast equilibration, while the motion across major potential barriers is ultraslow. Quantities studied by us are the time dependent mean squared displacement, the time dependent mean energy of an ensemble of particles, and the time dependent entropy of the probability distribution. Using a very fast numerical algorithm, we can explore times up top 10(17) steps and thereby also study finite-time crossover phenomena.
Anomalous diffusion or, more generally, anomalous transport, with nonlinear dependence of the mean-squared displacement on the measurement time, is ubiquitous in nature. It has been observed in processes ranging from microscopic movement of molecules to macroscopic, large-scale paths of migrating birds. Using data from multiple empirical systems, spanning 12 orders of magnitude in length and 8 orders of magnitude in time, we employ a method to detect the individual underlying origins of anomalous diffusion and transport in the data. This method decomposes anomalous transport into three primary effects: long-range correlations (“Joseph effect”), fat-tailed probability density of increments (“Noah effect”), and nonstationarity (“Moses effect”). We show that such a decomposition of real-life data allows us to infer nontrivial behavioral predictions and to resolve open questions in the fields of single-particle tracking in living cells and movement ecology.
Stochastic resetting, a diffusive process whose amplitude is reset to the origin at random times, is a vividly studied strategy to optimize encounter dynamics, e.g., in chemical reactions. Here we generalize the resetting step by introducing a random resetting amplitude such that the diffusing particle may be only partially reset towards the trajectory origin or even overshoot the origin in a resetting step. We introduce different scenarios for the random-amplitude stochastic resetting process and discuss the resulting dynamics. Direct applications are geophysical layering (stratigraphy) and population dynamics or financial markets, as well as generic search processes.
We present a framework for systems in which diffusion-advection transport of a tracer substance in a mobile zone is interrupted by trapping in an immobile zone.
Our model unifies different model approaches based on distributed-order diffusion equations, exciton diffusion rate models, and random-walk models for multirate mobile-immobile mass transport.
We study various forms for the trapping time dynamics and their effects on the tracer mass in the mobile zone.
Moreover, we find the associated breakthrough curves, the tracer density at a fixed point in space as a function of time, and the mobile and immobile concentration profiles and the respective moments of the transport.
Specifically, we derive explicit forms for the anomalous transport dynamics and an asymptotic power-law decay of the mobile mass for a Mittag-Leffler trapping time distribution.
In our analysis we point out that even for exponential trapping time densities, transient anomalous transport is observed.
Our results have direct applications in geophysical contexts, but also in biological, soft matter, and solid state systems.